Re: st: FIRTH LOGIT

--- On Tue, 17/8/10, Mustafa Brahim wrote:
> I run FIRTH LOGIT model however Stata does not report the
> R2 and the adjusted R2. Does anyone know how to get the
> adjusted R2 after running Firth Logit?
-firthlogit- is a user written program, please specify
how and where you got that program. This is in your own
interest: often there are multiple versions of floating
around in cyber space: if you don't tell us what version
you are using, we obviously cannot help you.
I will assume that you are using the program by Joseph
Coveney, and that you downloaded it from SSC by typing in
Stata -ssc install firthlogit-.
R2 and adjusted R2 are statistics of fit that follow logically
from the framework of linear regression. They do not follow
as logically from other models, which is why there are so
many "pseudo"-R2 measures out there. A do-it-yourself guide
for one of these pseudo measures can be found here:
<http://www.stata.com/support/faqs/stat/rsquared.html>
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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